SPY 2011-2012 Performance - Dry Run on actual share prices
Vortex AIM Results from 03-01-2011 to 27-06-2012
The price of Spy has decrease +9% in April +4% now relative to the starting date.
Currently I run SPY on both the Vortex Windows and Vortex Excel with identical settings to do comparative testing. These test confirm an identical trading response during up/down trading. The interest accumulation is from a practical consideration negligibly different
Current Portfolio Fixed & Variables settings are:
Starting Conditions 03-01-2011
Original investment =$ 20000
Stock= $ 5600
Cash= $ 14400
CER % = 70/30
Starting price =$ 127.05
Qty Shares = 44
Interest on cash = 2%/yr (Compounded each time a date entry is added)
Trading costs $ 10,95/trade
Buying Aggression Factor = 0.8
Selling Aggression Factor = 0.6
Cash Limiting Factor = 60% (If Buy Amount > Reserve: Buy=0,6* Reserve
June 27, 2012 Status
-Holding Zone Sell = 4% Changes from 7%
-Holding Zone Buy = 3% (Changed from 5% on June 26 2012)
-Portfolio ROTAI Gain = 14.8 %
-Time Average invested capital = $ 6446
-Share price change = 3,9%
-Portfolio ROI Simple = 4,76 %
-Number of trades in 2011 = 2 Incl. initial Buy
-Number of trades in 2012 = 5
-Trading Cost= $ 110 total
-Interest earned = $ 405
-Portfolio Value = $ 21408
-Stock Value = $ 8419
-Reserve = $ 12989
-CER % = 61/39
-Portfolio Profit = $ 1408
Vortex Windows does not use the time averaged (ROTAI) Yield Equation like the Excel version does. The modification to use the ROTAI as a standard is being considered.
